Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,47% | 106,08 % | 106,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 400 CHF | 532 900 CHF | 100,00% | 100,00% |
14/08/2024 | 0,47% | 106,07 % | 106,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 350 CHF | 532 850 CHF | 98,23% | 98,23% |
13/08/2024 | 0,47% | 106,07 % | 106,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 350 CHF | 532 850 CHF | 100,00% | 100,00% |
12/08/2024 | 0,47% | 106,06 % | 106,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 300 CHF | 532 800 CHF | 98,30% | 98,30% |
09/08/2024 | 0,47% | 106,06 % | 106,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 300 CHF | 532 800 CHF | 100,00% | 100,00% |
08/08/2024 | 0,47% | 106,05 % | 106,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 250 CHF | 532 750 CHF | 99,89% | 99,89% |
07/08/2024 | 0,47% | 106,04 % | 106,54 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 200 CHF | 532 700 CHF | 99,40% | 99,40% |
06/08/2024 | 0,47% | 106,04 % | 106,54 % | 500 000 | 500 000 | 499 980 | 500 000 | 530 177 CHF | 532 698 CHF | 100,00% | 100,00% |
02/08/2024 | 0,47% | 106,01 % | 106,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 148 CHF | 532 648 CHF | 100,00% | 100,00% |
31/07/2024 | 0,47% | 106,03 % | 106,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 530 150 CHF | 532 650 CHF | 32,28% | 32,28% |